Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series
The aim of this paper to give a multidimensional version of the classical one-dimensional case of smooth spectral density. A spectral density with smooth eigenvalues and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics>...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-05-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/11/2/14 |